On the expected time a branching process has K individuals alive

Abstract

Consider a homogeneous time-continuous branching process where individuals have constant birth rate $\delta$, and life length distribution $Q$ having mean $E(Q)=1$. Let $X(u)$ denote the number of individuals alive at time $u$, and assume that $X(0)=1$. Let $K$ be a positive integer and define $A_K:={\int }_0^{\infty }{1}_{\{X(u)=K\}}du$, the accumulated time that the branching process has exactly $K$ individuals alive. In this paper we prove that $E(A_K)={\delta }^{K-1}/\left(k(1\vee \delta {)}^K\right)$, irrespective of the life length distribution $Q$, subject to the normalizing condition $E(Q)=1$.

14 pages

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